V-Lab
Toyo Securities Co Ltd GARCH Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
33.05%
increased by 0.03%
1 Week
33.53%
increased by 0.51%
1 Month
33.63%
increased by 0.61%
Analysis last updated: Wednesday, August 5, 2026 at 06:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 13, 2026 to Jul 31, 2026σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.3240 | 5.22*** |
α ARCH Response to squared shocks | 0.0382 | 2.70*** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Persistence:
0.038
Half-life:
0 days
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